Optimal risk management problem of natural resources: application to oil drilling

M'hamed Gaïgi, Stéphane Goutte, Idris Kharroubi, Thomas Lim. Optimal risk management problem of natural resources: application to oil drilling. Annals OR, 297(1):147-166, 2021. [doi]

@article{GaigiGKL21,
  title = {Optimal risk management problem of natural resources: application to oil drilling},
  author = {M'hamed Gaïgi and Stéphane Goutte and Idris Kharroubi and Thomas Lim},
  year = {2021},
  doi = {10.1007/s10479-019-03303-1},
  url = {https://doi.org/10.1007/s10479-019-03303-1},
  researchr = {https://researchr.org/publication/GaigiGKL21},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {297},
  number = {1},
  pages = {147-166},
}